From Longman Dictionary of Contemporary Englishgo your own waygo your own wayCHOOSEto do what you want, make your own decisions etc At 18, most young people are ready to go their own way. → way
Examples from the Corpus
go your own way• After that if you want to be organised, you can be - or alternatively you can go your own way.• Or, of course, you can go your own way.• The herd ad is intended to show that the company goes its own way in investing.• The pairs of glassy eyes no longer corresponded, in death they broke ranks, each distended eye gone its own way.• Speech goes its own way, and speakers drift farther than ever from a literary standard.• If Cultural Studies goes its own way, what happens to what is left?• I want to go my own way, alone.• But enough to allow you to go your own way. 